Reinventing Machine Learning with ROC Analysis

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Receiver Operating Characteristics (ROC) Analysis originated from signal detection theory, as a model of how well a receiver is able to detect a signal in the presence of noise [1,9]. Its key feature is the distinction between hit rate (or true positive rate) and false alarm rate (or false positive rate) as two separate performance measures. ROC analysis has also widely been used in medical data analysis to study the effect of varying the threshold on the numerical outcome of a diagnostic test. It has been introduced to machine learning relatively recently, in response to classification tasks with skewed class distributions or misclassification costs [11,12,5].